On optimal control of capital injections by reinsurance and investments

Julia Eisenberg

doi:10.1007/s11857-010-0124-0

On optimal control of capital injections by reinsurance and investments

Blätter der DGVFM ◽

10.1007/s11857-010-0124-0 ◽

2010 ◽

Vol 31 (2) ◽

pp. 329-345 ◽

Cited By ~ 4

Author(s):

Julia Eisenberg

Keyword(s):

Optimal Control ◽

Capital Injections

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Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2015.1096385 ◽

2016 ◽

Vol 46 (10) ◽

pp. 5072-5092 ◽

Cited By ~ 1

Author(s):

Jiyang Tan ◽

Yuhui Ma ◽

Hanjun Zhang ◽

Ziqiang Li ◽

Xiangqun Yang

Keyword(s):

Optimal Control ◽

Risk Model ◽

Control Strategies ◽

Dividend Payments ◽

Capital Injections

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Optimal control of capital injections by reinsurance in a diffusion approximation

Blätter der DGVFM ◽

10.1007/s11857-009-0066-6 ◽

2009 ◽

Vol 30 (1) ◽

pp. 1-13 ◽

Cited By ~ 19

Author(s):

Julia Eisenberg ◽

Hanspeter Schmidli

Keyword(s):

Optimal Control ◽

Diffusion Approximation ◽

Capital Injections

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Analysis of a manned Anti-Aircraft Artillery (AAA) system using a Proportional-Integral-Derivative (P-I-D) structure optimal control gunner model

PsycEXTRA Dataset ◽

10.1037/e506152009-054 ◽

1976 ◽

Author(s):

Anil V. Phatak ◽

Kenneth M. Kessler

Keyword(s):

Optimal Control ◽

Proportional Integral Derivative ◽

Proportional Integral

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Stability and Time-Optimal Control of Hereditary Systems

10.1016/s0076-5392(09)x6009-1 ◽

1992 ◽

Keyword(s):

Optimal Control ◽

Time Optimal Control ◽

Time Optimal

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Towards an Efficient Numerical Procedure for Mixed Integer Optimal Control

Computers & Chemical Engineering ◽

10.1016/s0098-1354(97)00091-4 ◽

1997 ◽

Vol 21 (1-2) ◽

pp. S457-S462 ◽

Cited By ~ 19

Author(s):

M Mohideen

Keyword(s):

Optimal Control ◽

Numerical Procedure ◽

Mixed Integer

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Hierarchical time-optimal control of a continuous copolymerization reactor during start-up or grade change operation using genetic algorithms

Computers & Chemical Engineering ◽

10.1016/s0098-1354(97)00186-5 ◽

1997 ◽

Vol 21 (1-2) ◽

pp. S1037-S1042

Author(s):

H Moo

Keyword(s):

Optimal Control ◽

Genetic Algorithms ◽

Time Optimal Control ◽

Grade Change ◽

Start Up ◽

Time Optimal ◽

Change Operation ◽

Grade Change Operation

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Research on optimal control adapted to macro- and microeconomics a survey

Journal of Economic Dynamics and Control ◽

10.1016/s0165-1889(79)80010-x ◽

1979 ◽

Vol 1 (3) ◽

pp. 243-269 ◽

Cited By ~ 8

Author(s):

L PAU

Keyword(s):

Optimal Control

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NECESSARY CONDITIONS ON EXISTENCE OF OPTIMAL CONTROL FOR A CLASS OF DISTRIBUTED PARAMETER SYSTEMS——CONTROL IN COEFFICIENTS (II)

Acta Mathematica Scientia ◽

10.1016/s0252-9602(18)30522-8 ◽

1986 ◽

Vol 6 (2) ◽

pp. 179-194 ◽

Cited By ~ 1

Author(s):

Wenhuan Yu

Keyword(s):

Optimal Control ◽

Necessary Conditions ◽

Distributed Parameter Systems ◽

Distributed Parameter ◽

Control In Coefficients ◽

Systems Control ◽

Existence Of Optimal Control

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Optimal control of an M/Ek/1 queueing system with removable service station subject to breakdowns

Journal of the Operational Research Society ◽

10.1038/sj.jors.2600419 ◽

1997 ◽

Vol 48 (9) ◽

pp. 936-946

Author(s):

K-H Wan

Keyword(s):

Optimal Control ◽

Queueing System ◽

Service Station

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Discrete optimal control with aggregative pole placement

IEE Proceedings D Control Theory and Applications ◽

10.1049/ip-d.1993.0041 ◽

1993 ◽

Vol 140 (5) ◽

pp. 309 ◽

Cited By ~ 6

Author(s):

G. Enea ◽

J. Duplaix ◽

M. Franceschi

Keyword(s):

Optimal Control ◽

Pole Placement ◽

Discrete Optimal Control

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